Abacus FCF Small CAP LEA ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.68% (-43.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.1309 | 3.62 | |
| 0.2204 | 3.27 | |
| 0.3420 | 1.66 | |
| 2.1848 | 13.62 |
Estimation Period:
Feb 19, 2025 to Feb 6, 2026
Feb 19, 2025 to Feb 6, 2026
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